Dongxue Ma

Cramér-type moderate deviations and precise large deviations for the elephant random walk with random step sizes

In this paper, we focuses on how the distribution of random step sizes affects Cramér-type moderate deviations and precise large deviations for the elephant random walk with random step sizes. First, with sub-exponential moment condition of random step sizes, we establish Cramér-type moderate deviation results. Consequently, moderate deviation principles are obtained. Secondly, for random step sizes with sub-exponential tails, we establish a large deviation principle on tail probabilities. Finally, for random step sizes with regularly varying tails, we obtain precise large deviations.